3 papers
econ.EM2026
Moments of Random Coefficients in Short Panels
Irene Botosaru, James L. Powell
We study identification and estimation of moments of random coefficients in short linear panels, allowing the number of heterogeneous coefficients to exceed the number of equations…
econ.EM2026
Correlated Random Coefficient Distributions in Linear Panel Models
Irene Botosaru, James L. Powell
We consider a static linear panel model with both correlated and uncorrelated random coefficients, where the former can depend arbitrarily on observable regressors while the latter…
math.ST2020
Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression
Bryan S. Graham, Fengshi Niu, James L. Powell
Let index a simple random sample of units drawn from some large population. For each unit we observe the vector of regressors and, for each of the $N\left(N-…